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Smooth Breaks and Nonlinear Mean Reversion: Post Bretton Woods Real Exchange Rates

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Figure

Table 1: Null critical values for unit root tests against stationarity  for the FADF statistic
Table 3: Null critical values for unit root tests against stationarity
Table 5: Empirical powers of unit root tests for a globally stationary ESTAR process at
Table 6: Empirical powers of unit root tests for a locally explosive ESTAR process at
+7

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